Determinants of block Hankel matrices for random matrix-valued measures

Holger Dette, Dominik Tomecki

Type: Article

Publication Date: 2019-03-02

Citations: 8

DOI: https://doi.org/10.1016/j.spa.2019.02.010

View Publication

Locations

Stochastic Processes and their Applications - View

Similar Works

Action	Title	Year	Authors
+	Determinants of Random Block Hankel Matrices	2017	Holger Dette Dominik Tomecki
+	Determinants of Random Block Hankel Matrices	2017	Holger Dette Dominik Tomecki
+	Hankel determinants of random moment sequences	2015	Holger Dette Dominik Tomecki
+	Hankel determinants of random moment sequences	2015	Holger Dette Dominik Tomecki
+ PDF Chat	Matrix Measures, Random Moments, and Gaussian Ensembles	2011	Holger Dette Jan Nagel
+	Matrix measures, random moments and Gaussian ensembles	2009	Jan Nagel Holger Dette
+	Matrix measures, random moments and Gaussian ensembles	2009	Jan Nagel Holger Dette
+	Asymptotic behavior of random determinants in the Laguerre, Gram and Jacobi ensembles	2006	Alain Rouault
+ PDF Chat	Mod-Gaussian convergence for random determinants and random characteristic polynomials	2017	Martina Dal Borgo Emma Hovhannisyan Alain Rouault
+ PDF Chat	Mod-Gaussian convergence for random determinants and random characteristic polynomials	2019	Martina Dal Borgo Emma Hovhannisyan Alain Rouault
+	Pathwise asymptotic behavior of random determinants in the Jacobi ensemble.	2006	Alain Rouault
+	Mod-Gaussian Convergence for Random Determinants	2018	Martina Dal Borgo Emma Hovhannisyan Alain Rouault
+ PDF Chat	Hankel Determinants of Random Moment Sequences	2016	Holger Dette Dominik Tomecki
+	Pathwise asymptotic behavior of random determinants in the uniform Gram and Wishart ensembles	2005	Alain Rouault
+	Moments of Random Matrix Determinants	1990	Vyacheslav L. Girko
+ PDF Chat	Estimates for moments of random matrices with Gaussian elements	2008	Oleksiy Khorunzhiy
+	Local laws of random matrices and their applications	2019	Fan Yang
+	Asymptotic Behaviour of Linear eigenvalue statistics of Hankel matrices	2021	Kiran Kumar A. S. Shambhu Nath Maurya
+	Asymptotic Behaviour of Linear eigenvalue statistics of Hankel matrices	2021	Arun Kumar Shambhu Nath Maurya
+ PDF Chat	High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices	2021	Solesne Bourguin Thanh Dang

Works That Cite This (8)

Action	Title	Year	Authors
+ PDF Chat	On a Solution of the Multidimensional Truncated Matrix-Valued Moment Problem	2022	David P. Kimsey Matina Trachana
+	Likelihood ratio tests for many groups in high dimensions	2020	Holger Dette Nina Dörnemann
+	Likelihood ratio tests for many groups in high dimensions	2019	Holger Dette Nina Dörnemann
+	Linear spectral statistics of sequential sample covariance matrices	2021	Nina Dörnemann Holger Dette
+ PDF Chat	The method of cumulants for the normal approximation	2022	Hanna Döring Sabine Jansen Kristina Schubert
+ PDF Chat	Matrix moment perturbations and the inverse Szegő matrix transformation	2019	Edinson Fuentes Luis E. Garza
+ PDF Chat	Linear spectral statistics of sequential sample covariance matrices	2024	Nina Dörnemann Holger Dette
+ PDF Chat	The volume of simplices in high-dimensional Poisson–Delaunay tessellations	2021	Anna Gusakova Christoph Thäle

Works Cited by This (34)

Action	Title	Year	Authors
+	Weak Convergence and Empirical Processes: With Applications to Statistics	1996	Jon A. Wellner
+	Orthogonal Polynomials on the Unit Circle	2005	Barry Simon
+	On the subspaces ofL p (p>2) spanned by sequences of independent random variables	1970	Haskell P. Rosenthal
+	Spectral measure of large random Hankel, Markov and Toeplitz matrices	2004	Włodzimierz Bryc Amir Dembo Tiefeng Jiang
+ PDF Chat	Matrix measures, moment spaces and Favard's theorem for the interval [0,1] and [0,∞)	2002	Holger Dette W. J. Studden
+	Matrix valued Jacobi polynomials	2003	F. Alberto Grünbaum
+	Properties of the complex bimatrix variate beta distribution	2011	Mohammad Arashı Daya K. Nagar Z. Farshidian Far
+ PDF Chat	The Non-Central Multivariate Beta Distribution	1961	Anant M. Kshirsagar
+	Weak Convergence of Measures	1982	Harald Bergström
+	A Recursive Formulation of the Old Problem of Obtaining Moments from Cumulants and Vice Versa	1995	Peter J. Smith